+44.4%
AMGN vs STT
+75.7%
-31.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -11.6% | +1.0% | -12.6% | -11.7% |
| 30D | -5.7% | +2.8% | -8.5% | -6.1% |
| 3M | +14.2% | +18.1% | -3.9% | +11.1% |
| 6M | +5.2% | +59.2% | -54.0% | -3.3% |
| YTD | +22.0% | +51.5% | -29.5% | +13.0% |
| All | +44.4% | +75.7% | -31.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling